08:50 - 09:00 : Welcome Address
09:00 - 09:40
Nizar Touzi
Model risk hedging through Distributionally Robust Sensitivity
09:40 - 10:20
Kais Hamza
Alternative models in Finance - Mimicking
10:20 - 11:00
Marwa Khalil
On the dynamics of waves driven by additive Fractional noise: a Malliavin calculus approach
11:00 - 11:30 : Coffee Break
11:30 - 12:10
Olfa Draouil
White noise calculus for time changed Brownian motion
12:10 - 12:50
Rafik Amor Aguech
On a class of unbalanced step-reinforced random walks
12:50 - 14:20 : Lunch Break
14:20 - 15:00
Asma Khedher
Measure-valued CARMA processes
15:00 - 15:40
Yadh Hafsi
Optimal Execution under Incomplete Information
15:40 - 16:20
Ibtissam Hdhiri
On Some Non-Markovian Classes of Stochastic Impulse Control Problems
16:20 : Closing Pot